Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 345 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2019 08/2019 1,990 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2019 09/2019 1,990 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2019 01/2020 1,890 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2020 03/2020 1,840 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,760 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 07/2020 1,500 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2020 09/2020 1,440 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 11/2022 1,400 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 550 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2019 08/2019 1,990 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2019 09/2019 1,990 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2019 01/2020 1,890 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2020 03/2020 1,840 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 495 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2019 07/2019 555 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 500 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 345 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2019 08/2019 345 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2019 07/2019 345 USD 5.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 275 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 500 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 300 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2019 08/2019 350 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 225 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2019 09/2019 275 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2019 07/2019 350 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 300 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 455 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 07/2019 12/2019 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 01/2020 06/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 07/2019 06/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT SWAP UFG 07/2019 08/2019 3,500 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 07/2019 12/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 01/2020 03/2020 1,800 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 07/2019 06/2020 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 07/2019 12/2019 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 01/2020 06/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 07/2019 07/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 08/2019 06/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 07/2019 09/2019 1,450 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2019 03/2020 1,450 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2020 07/2020 1,300 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2020 07/2022 1,300 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2019 12/2019 700 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2019 07/2019 % 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2019 09/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2019 12/2019 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 03/2020 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 05/2020 250 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 325 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2019 09/2019 200 USD 28.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2019 07/2020 200 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2020 05/2021 176 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2021 12/2022 176 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2019 08/2019 398 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2019 09/2019 398 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2019 01/2020 378 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2020 03/2020 368 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 352 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 07/2020 300 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2020 09/2020 288 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 11/2022 280 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2019 09/2019 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2019 03/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2020 07/2020 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2020 07/2022 260 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2019 09/2019 1,000 USD 28.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2019 07/2020 1,000 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2019 08/2019 490 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 09/2019 12/2019 490 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2019 08/2019 1,320 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 09/2019 12/2019 1,320 USD 11.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2019 07/2019 % 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2019 08/2019 275 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2019 05/2020 265 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2020 07/2020 175 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2019 09/2019 1,450 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2019 03/2020 1,450 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2020 07/2020 1,300 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 09/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2019 09/2019 550 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2019 06/2020 550 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2019 06/2020 5,500 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2019 06/2020 5,500 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2019 06/2020 5,500 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2019 07/2019 327 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2019 08/2019 1,156 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 09/2019 09/2019 1,107 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 10/2019 06/2022 1,100 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 08/2019 08/2019 2,400 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 09/2019 09/2019 2,300 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 10/2019 07/2022 2,200 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 09/2019 03/2020 2,400 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 09/2019 03/2020 1,100 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 09/2019 03/2020 660 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2019 09/2019 530 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2019 03/2020 570 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 09/2019 03/2020 600 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2019 07/2019 330 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2019 09/2019 450 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 500 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 12/2019 560 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 600 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 03/2020 630 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 04/2020 680 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 06/2022 700 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2019 12/2019 2,800 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2019 12/2019 2,100 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2019 12/2019 765 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 09/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 230 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 320 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 360 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 400 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 440 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 475 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 510 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 550 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 600 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 610 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 640 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 670 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 700 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 725 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 750 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 775 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 800 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 825 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 875 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 900 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 03/2020 925 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2016 09/2016 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2016 12/2016 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 80 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 130 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 180 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 220 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 260 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 300 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 330 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 365 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 400 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 440 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 03/2020 480 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 100 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 150 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 180 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 230 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 270 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 315 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 360 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 440 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 480 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 520 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 590 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 03/2020 625 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 03/2020 2,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 03/2020 1,600 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 03/2020 1,900 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 03/2020 2,100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2017 09/2017 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2017 12/2017 25 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 50 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 90 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 140 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 260 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 320 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 03/2020 375 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2014 09/2014 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 30 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 60 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 90 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 215 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 260 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 330 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 360 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 430 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 470 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 510 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 550 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 590 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 625 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 675 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 03/2020 750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 575 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 610 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 640 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 710 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 740 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 770 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 865 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 880 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 920 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 960 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,040 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,080 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,120 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,160 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,240 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,280 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,320 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,360 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2020 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2019 12/2019 1,400 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2019 09/2019 925 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2019 12/2019 375 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 09/2019 03/2020 1,300 USD 25.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 09/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 09/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 09/2019 09/2019 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 09/2019 09/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 09/2019 03/2020 3,450 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 09/2019 09/2019 50 USD 0.05

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

Read more about performance bonds/margin

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Clearing Fees
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